My friend asked me to activate a site that someone else did it. The problem is that when I try to run it, and I go to mysite.com I arrive to mysite.com/wp-login.php?redirect_to=/
Where and how can I fix it?

Since Noone else has responded... i'll take a stab by offering some ideas even though I personally have never had a similar issue.

I assume you've logged in and poked around for some option in the backend?
Otherwise, you can check out .htaccess, and wp-config in your root directory to see if its happening from there. Also take a look in your theme folder at the index.php or some "home" template if there is one.